One of two brothers accused of hiding a video that could potentially help solve the mysterious disappearance of Tennessee nursing student Holly Bobo has angrily denied that it even exists.

Jeffrey Pearcy, who along with his half-brother Mark Pearcy was charged with tampering with evidence last month, has said that since his arrest he has lost his job and cannot provide for his six children.

'I have no video. I have not seen a video, never even heard of the video until I was questioned about it the day of my arrest,' Pearcy said.

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Denials: Jeffrey Pearcy said that he does not have a video which could help solve the murder and disappearance of Holly Bobo, has never met her and doesn't know her family

Furthermore, Pearcy claims he has never met Holly - who went missing in April 2011 after being led into woods - doesn't know her family and certainly hasn't met the two men charged with her kidnapping and murder, Zach Adams and Jason Autry.

'As far as me being around anyone that would even be affiliated with anything like that, I wouldn't want to hang around people like that. I work, and I come home and I raise kids,' Pearcy said to WSMV.

New break: Police in Tennessee used DNA tests to determine the human remains belonged to the 20-year-old

Jeffrey Pearcy, left, and Mark Pearcy, right, have both been charged with accessory after the fact and tampering with evidence

Released with an GPS ankle monitor to track his whereabouts, Pearcy claims to have been fired from his position as a master jeweler - leaving him fearful for the future and his children.

'It's going to cost me the next 25 years of my life that I was planning college, a car. It's taken me from that to where I don't know if I can buy them food next week,' he said to WSMV.

'It's not just something you can get back by them saying, 'I'm sorry.' They have destroyed by life.'

Jeffrey Pearcy says he wants people to know he's an innocent man.

'I have been up front and honest about everything. I have willingly given them everything. Take it, I mean, it's there,' he said.

He also has a message for the Bobo family.

Suspect: Jason Wayne Autry has been charged with the kidnap and murder of Holly Bobo

'My heart goes out to the Bobo family. It could have very well been one of my kids. For someone to give them false hope, and that's exactly what's been done to them,' he said. 'But for the justice system to just haul someone in and destroy their whole life, I mean, there's no sense in that at all.'

According
to the affidavit for Jeffery Pearcy, investigators believe he has 'shown
a visual recording on an electronic device to an individual.

'According
to the witness, this visual recording shows information that will prove
to be beneficial in the prosecution of a current on-going investigation
being conducted by the Tennessee Bureau of Investigation.'

The affidavit doesn’t mention if the charges are in relation to the Bobo case, reports the Jacksonsun.com.

Investigators believe that Jeffrey Pearcy has possession or has knowledge of where the video is, according to the affidavit.

The
affidavit states that Jeffrey Pearcy is an 'accessory after the fact
due to his conduct concerning the concealment of evidence into the
investigation.'

Tampering with evidence is a Class C Felony and accessory after the fact is a Class E Felony.

Loss: Nursing student Holly Bobo was seen being led from her Tennessee home in April 2011

Threats: Adams appears in court earlier this year over claims he threatened his brother, who is a witness in the case

A
TBI spokesperson said in a statement, ‘…out of respect for the judicial
process, we cannot speak to the particular possible pieces of evidence
in this case. We continue our work to follow the leads wherever they
might lead. We won’t stop until we find a sense of justice and closure
for the family and friends of Holly Bobo.’

Mark Pearcy was transferred from Decatur County to Carroll County last week and is also being held without bond.

He was
also charged with failing to register as a sex offender and unlawful
possession of a weapon. According to online records, Mark Pearcy registered as a sex offender in 2000 for statutory rape.

The arrests are the latest development since Jason
Wayne Autry became the second man to be charged with the murder and
kidnapping of the missing student, who was last seen by her brother
being led into woods at their home.

Connection: Autry, who is currently serving a three-year sentence for aggravated assault, is described as a long-time friend of Adams

Autry, 39, is a longtime friend of Zachary Adams, who was also charged with her kidnap and murder in March.

Tennesse
Bureau of Investigation director Mark Gwyn said they have sworn
statements from witnesses who claim to have seen Miss Bobo alive with
Autry and Adams after she had been reported missing.

He added that they also had physical evidence being analyzed at two crime laboratories, and several witnesses.

'We believe other individuals have knowledge, and possibly others have involvement,' Mr Gwyn told News Channel 5. 'They can expect us to be on their doorsteps very soon.'

He
added: 'This is a case the TBI has been continuously working hard to
solve now for three years. It has not been easy but I do know truth will
prevail.'